+2,357.9%
JHX vs MSI
+968.6%
+1,389.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | +4.5% | -5.8% | +10.3% | +6.3% |
| 30D | -1.2% | -1.0% | -0.2% | -1.0% |
| 3M | +32.8% | +14.2% | +18.6% | +27.3% |
| 6M | +41.2% | +1.0% | +40.1% | +39.8% |
| YTD | +43.9% | +21.5% | +22.4% | +34.7% |
| 1Y | +48.0% | -2.1% | +50.2% | +47.6% |
| 3Y | +1.2% | +69.3% | -68.1% | -14.8% |
| 5Y | -22.6% | +99.3% | -121.9% | -38.1% |
| 10Y | +111.5% | +595.0% | -483.6% | +23.1% |
| All | +2,357.9% | +968.6% | +1,389.3% | +967.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling